Work

When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models

Year: 1971

Type: article

Source: The Review of Economics and Statistics

DOI: 10.2307/1937966

Author: Benoit B. Mandelbrot

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1976955071

FWCI: 4.389

Cites: 9

Cited by: 482

Related to: 10